-47.2%
VFC vs IWD
+207.5%
-254.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.7% |
| 7D | +11.2% | -0.5% | +11.7% | +12.0% |
| 30D | +41.5% | +2.7% | +38.9% | +36.2% |
| 3M | +38.9% | +0.9% | +38.0% | +37.4% |
| 6M | +6.1% | +10.5% | -4.4% | -8.1% |
| YTD | +14.5% | +23.7% | -9.2% | -15.4% |
| 1Y | +46.0% | +28.7% | +17.2% | +2.1% |
| 3Y | +36.4% | +79.7% | -43.3% | -35.1% |
| 5Y | -67.5% | +69.7% | -137.2% | -82.9% |
| All | -47.2% | +207.5% | -254.7% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling